Why must you use a console connection to initially configure the switch? why not connect to the switch via telnet or ssh?

The console connection enables you to have privileged access in the switch which is otherwise not available for telnet or ssh most especially if a password and or secet is enabled in this specific switch. In some cases, the console access is blocked. If this is the case, you can use the end device (PC or laptop) to control the swicth provided it has the required applications to do so.

If we talk about switch Cisco 2960, you must use a console connection instead telnet or ssh to initially configure the switch because, it has no networking services configured when it's first placed and there are no IP addressing parameters configured.